International Reserves and Foreign Currency Liquidity
The table below shows statistical information from Sveriges Riksbank and the Swedish National Debt Office regarding International
Reserves as well as predetermined and contingent net flows of foreign currency during the following twelve month period.
All figures are in millions of US dollars unless stated otherwise.
Conversion
from SEK to
USD is at an
exchange rate
of: 7,32950
1. Official reserve assets and other foreign currency assets
Marked to market, US$millions September 30, 2006
A Official reserve assets 25,421
1 Foreign currency reserves 21,675
(a) Securities 20,061
of which: issuer headquartered in reporting country but located abroad 0
(b) total currency and deposits with: 1,614
(i) other national central bank, BIS and IMF 225
(ii) banks headquartered in the reporting country 0
of which: located abroad 0
(iii) banks headquartered outside the reporting country 1,389
of which: located in the reporting country 0
2 IMF reserve position 417
3 SDRs 215
4 Gold (including gold deposits and, if appropriate, gold swapped) 3,087
- volume in fine troy ounces, thousands: 5 168
5 Other reserve assets 27
- financial derivatives 0
- other 27
B Other foreign currency assets 216
- loans not included in official reserve assets 216
- financial derivatives not included in official reserve assets 0
- other 0
2. Predetermined short-term net drains on foreign currency assets
The table below shows the net flow of foreign currency to/from Sveriges Riksbank and the Swedish National Debt Office due to interest
payments and amortizations as well as repurchase agreements and forwards in foreign currency vis-á-vis SEK.
Nominal value, US$ millions September 30, 2006 Maturity breakdown
More than 3
More than 1 month months and up to
Total Up to one month and up to 3 months 1 year
1 Foreign currency loans, securities and deposits -2,130 -142 -171 -1,818
- outflows (-) Principal -1,258 -102 -62 -1,094
Interest -872 -40 -109 -724
- inflows (+) Principal 0 0 0 0
Interest 0 0 0 0
2 Aggregate short and long positions in forwards and
futures in foreign currencies vis-à-vis the domestic 255 -89 -126 471
currency (including the forward leg of currency swaps)
(a) Short positions (-) -27,541 -8,690 -10,766 -8,094
(b) Long positions (+) 27,796 8,591 10,640 8,565
3 Other -597 -597 0 0
- outflows related to repos (-) -685 -685 0 0
- inflows related to reverse repos (+) 88 88 0 0
3. Contingent short-term net drains on foreign currrency assets
The table below shows contingent short-term net drain in foreign currency due to contracts regarding contingent liabilities, options and
unconditional credit lines made by Sveriges Riksbank and the Swedish National Debt Office.
Nominal value, US$ millions September 30, 2006 Maturity breakdown
More than 3
More than 1 month months and up to
Total Up to one month and up to 3 months 1 year
1 Contingent liabilities in foreign currency 0 0 0 0
(a) Collateral guarantees on debt falling due within 1 year 0 0 0 0
(b) Other contingent liabilities 0 0 0 0
2 Foreign currency securities issued with embedded
options (puttable bonds) 0
3 Undrawn, unconditional credit lines ** 0 0 0 0
provided by:
- other national monetary authories (+) 0 0 0 0
- BIS (+) 0 0 0 0
- IMF (+) 0 0 0 0
Undrawn, unconditional credit lines ** 0 0 0 0
provided to:
- other national monetary authories (-) 0 0 0 0
- BIS (-) 0 0 0 0
- IMF (-) 0 0 0 0
4 Aggregate short and long positions of options in
foreign currencies vis-à-vis the domestic currency 0 0 0 0
**) Sveriges Riksbank and the Swedish National Debt Office have no contracts regarding credit lines with banks and other financial institutions.
4. Memo items (off balance)
The table below shows other relevant information, such as pledged assets, securities lent and on repo and financial derivative assets
of Sveriges Riksbank and the Swedish National Debt Office.
Marked to market, US$ millions September 30, 2006
1. (a) short-term domestic currency debt indexed to the exchange rate 0
(b) financial instruments denominated in foreign currency and settled by other means
(e.g. in domestic currency) 0
(c) pledged assets 216
- included in reserve assets 0
- included in other foreign currency assets 216
(d) securities lent and on repo -597
- lent or repoed and included in section 1 0
- lent or repoed but not included in section 1 -685
- borrowed or acquired and included in section 1 0
- borrowed or acquired but not included in section 1 88
(e) financial derivative assets (net, marked to market) -20,633
- forwards -1,340
- futures 0
- swaps -19,292
- options -1
- other 0
(f) derivatives (forward, futures or options contracts) that have a residual maturity
greater than one year, which are subject to margin calls 0
2. (a) currency composition of reserves
- currencies in SDR bakset 100%
- currencies not in SDR bakset -